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It is registered

Ministry of Justice

Russian Federation

On May 19, 2017 No. 46771

INSTRUCTION OF CENTRAL BANK OF THE RUSSIAN FEDERATION

of April 3, 2017 No. 4336-U

About assessment of economic situation of banks

(as amended on 27-11-2018)

This Instruction based on article 72 of the Federal Law of July 10, 2002 No. 86-FZ "About the Central bank the Russian Federation (Bank of Russia)" (The Russian Federation Code, 2002, No. 28, Art. 2790; 2003, No. 2, Art. 157; No. 52, Art. 5032; 2004, No. 27, Art. 2711; No. 31, Art. 3233; 2005, No. 25, Art. 2426; No. 30, Art. 3101; 2006, No. 19, Art. 2061; No. 25, Art. 2648; 2007, No. 1, Art. 9, Art. 10; No. 10, Art. 1151; No. 18, Art. 2117; 2008, No. 42, Art. 4696, Art. 4699; No. 44, Art. 4982; No. 52, Art. 6229, Art. 6231; 2009, No. 1, Art. 25; No. 29, Art. 3629; No. 48, Art. 5731; 2010, No. 45, Art. 5756; 2011, No. 7, Art. 907; No. 27, Art. 3873; No. 43, Art. 5973; No. 48, Art. 6728; 2012, No. 50, Art. 6954; No. 53, Art. 7591, Art. 7607; 2013, No. 11, Art. 1076; No. 14, Art. 1649; No. 19, Art. 2329; No. 27, Art. 3438, Art. 3476, Art. 3477; No. 30, Art. 4084; No. 49, Art. 6336; No. 51, Art. 6695, Art. 6699; No. 52, Art. 6975; 2014, No. 19, Art. 2311, Art. 2317; No. 27, Art. 3634; No. 30, Art. 4219; No. 40, Art. 5318; No. 45, Art. 6154; No. 52, Art. 7543; 2015, No. 1, Art. 4, Art. 37, No. 27, Art. 3958, Art. 4001; No. 29, Art. 4348, Art. 4357; No. 41, Art. 5639; No. 48, Art. 6699; 2016, No. 1, Art. 23, Art. 46, Art. 50; No. 26, Art. 3891; No. 27, of the Art. 4225, of the Art. 4273, of the Art. 4295) (further - the Federal Law "About the Central Bank Russian Federation (Bank of Russia)") establishes evaluation procedure of economic situation of banks.

Chapter 1. General provisions

1.1. Assessment of economic situation of banks is performed by results of estimates:

capital;

assets;

profitability;

liquidities;

interest risk;

concentration risk;

the obligatory standard rates established by the Instruction of the Bank of Russia of June 28, 2017 No. 180-I "About obligatory standard rates of banks" registered by the Ministry of Justice of the Russian Federation on July 12, 2017 No. 47383, on November 30, 2017 No. 49055 (further - the Instruction of the Bank of Russia No. 180-I), the Instruction of the Bank of Russia of December 6, 2017 No. 183-I "About obligatory standard rates of banks with the basic license", registered by the Ministry of Justice of the Russian Federation on March 2, 2018 No. 50206 (further - the Instruction of the Bank of Russia No. 183-I), and the Instruction of the Bank of Russia of December 28, 2016 No. 178-I "About establishment of the sizes (limits) of open foreign exchange positions, technique of their calculation and features of implementation of supervision of their observance by credit institutions", registered by the Ministry of Justice of the Russian Federation on March 17, 2017 No. 46007, on November 3, 2017 No. 48788 (further - obligatory standard rates);

qualities of management;

transparency of structure of property of bank.

1.2. In case of assessment of economic situation of banks availability of the measures operating concerning the banks applied according to articles 38 and 74 of the Federal law "About the Central Bank Russian Federation (Bank of Russia)" and article 189.9 of the Federal Law of October 26, 2002 No. 127-FZ "About insolvency (bankruptcy)" is considered (The Russian Federation Code, 2002, No. 43, Art. 4190; 2004, No. 35, Art. 3607; 2005, No. 1, Art. 18, Art. 46; No. 44, Art. 4471; 2006, No. 30, Art. 3292; No. 52, Art. 5497; 2007, No. 7, Art. 834; No. 18, Art. 2117; No. 30, Art. 3754; No. 41, Art. 4845; No. 49, Art. 6079; 2008, No. 30, Art. 3616; No. 49, Art. 5748; 2009, No. 1, Art. 4, Art. 14; No. 18, Art. 2153; No. 29, Art. 3632; No. 51, Art. 6160; No. 52, Art. 6450; 2010, No. 17, Art. 1988; No. 31, Art. 4188, Art. 4196; 2011, No. 1, Art. 41; No. 7, Art. 905; No. 19, Art. 2708; No. 27, Art. 3880; No. 29, Art. 4301; No. 30, Art. 4576; No. 48, Art. 6728; No. 49, Art. 7015, Art. 7024, Art. 7040, Art. 7061, Art. 7068; No. 50, Art. 7351, Art. 7357; 2012, No. 31, Art. 4333; No. 53, Art. 7607, Art. 7619; 2013, No. 23, Art. 2871; No. 26, Art. 3207; No. 27, Art. 3477, Art. 3481; No. 30, Art. 4084; No. 51, Art. 6699; No. 52, Art. 6975, Art. 6984; 2014, No. 11, Art. 1095, Art. 1098; No. 30, Art. 4217; No. 49, Art. 6914; No. 52, Art. 7543; 2015, No. 1, Art. 10, Art. 11, Art. 29, Art. 35; No. 27, Art. 3945, Art. 3958, Art. 3967, Art. 3977; No. 29, Art. 4350, Art. 4355, Art. 4362; 2016, No. 1, Art. 11, Art. 27, Art. 29; No. 23, Art. 3296; No. 26, Art. 3891; No. 27, the Art. 4225, the Art. 4237, the Art. 4293, the Art. 4305) (further - the Federal Law "About Insolvency (Bankruptcy)"), and also availability of grounds for revocation of the license for banking operations according to article 20 of the Federal law "About Banks and Banking Activity" (in edition of the Federal Law of February 3, 1996 No. 17-FZ) (Sheets of the Congress of People's Deputies of RSFSR and the Supreme Council of RSFSR, 1990, No. 27, Art. 357; Russian Federation Code, 1996, No. 6, Art. 492; 1998, No. 31, Art. 3829; 1999, No. 28, Art. 3459, Art. 3469; 2001, No. 26, Art. 2586; No. 33, Art. 3424; 2002, No. 12, Art. 1093; 2003, No. 27, Art. 2700; No. 50, Art. 4855; No. 52, Art. 5033, Art. 5037; 2004, No. 27, Art. 2711; No. 31, Art. 3233; 2005, No. 1, Art. 18, Art. 45; No. 30, Art. 3117; 2006, No. 6, Art. 636; No. 19, Art. 2061; No. 31, Art. 3439; No. 52, Art. 5497; 2007, No. 1, Art. 9; No. 22, Art. 2563; No. 31, Art. 4011; No. 41, Art. 4845; No. 45, Art. 5425; No. 50, Art. 6238; 2008, No. 10, Art. 895; 2009, No. 1, Art. 23; No. 9, Art. 1043; No. 18, Art. 2153; No. 23, Art. 2776; No. 30, Art. 3739; No. 48, Art. 5731; No. 52, Art. 6428; 2010, No. 8, Art. 775; No. 27, Art. 3432; No. 30, Art. 4012; No. 31, Art. 4193; No. 47, Art. 6028; 2011, No. 7, Art. 905; No. 27, Art. 3873, Art. 3880; No. 29, Art. 4291; No. 48, Art. 6730; No. 49, Art. 7069; No. 50, Art. 7351; 2012, No. 27, Art. 3588; No. 31, Art. 4333; No. 50, Art. 6954; No. 53, Art. 7605, Art. 7607; 2013, No. 11, Art. 1076; No. 19, Art. 2317, Art. 2329; No. 26, Art. 3207; No. 27, Art. 3438, Art. 3477; No. 30, Art. 4084; No. 40, Art. 5036; No. 49, Art. 6336; No. 51, Art. 6683, Art. 6699; 2014, No. 6, Art. 563; No. 19, Art. 2311; No. 26, Art. 3379, Art. 3395; No. 30, Art. 4219; No. 40, Art. 5317, Art. 5320; No. 45, Art. 6144, Art. 6154; No. 49, Art. 6912; No. 52, Art. 7543; 2015, No. 1, Art. 37; No. 17, Art. 2473; No. 27, Art. 3947, Art. 3950; No. 29, Art. 4355, Art. 4357, Art. 4385; No. 51, Art. 7243; 2016, No. 1, Art. 23; No. 15, Art. 2050; No. 26, Art. 3860; No. 27, the Art. 4294, the Art. 4295) (further - the Federal Law "About Banks and Banking Activity") and (or) the bases for implementation of measures for the prevention of insolvency (bankruptcy) of credit institutions according to article 189.10 of the Federal law "About Insolvency (Bankruptcy)".

1.3. Estimates of the capital, assets, profitability, bank liquidity, interest risk, concentration risk accepted by bank, quality of bank management and transparency of structure of property of bank are performed according to Chapters 3 - 5 these Instructions.

1.4. Assessment of economic situation of banks is performed by head departments of the Bank of Russia, or Department of supervision of systemically significant credit institutions of the Bank of Russia, or Service of the current banking supervision of the Bank of Russia (further - the structural divisions of the Bank of Russia exercising supervision of activities of banks) by reference of bank to one of classification groups (subgroups).

Chapter 2. Characteristic of classification groups

2.1. Banks in which activities the current difficulties are not revealed, namely banks on which the capital, assets, profitability, liquidity according to Chapter 3 presents of the Instruction and quality of management according to Chapter 4 presents of the Instruction are estimated as good, interest risk according to Chapter 3 presents of the Instruction treat group 1 it is estimated as acceptable, the concentration risk according to Chapter 3 presents of the Instruction is estimated as low, and the structure of property according to Chapter 5 of this Instruction is recognized transparent or rather transparent.

The banks having at least one of the bases for their reference to other classification group cannot be carried to group 1.

2.2. The banks which do not have the current difficulties treat group 2, but in activities of which shortcomings which in case of their not elimination can lead to emergence of difficulties in the next 12 months are revealed. Groups 2 are included subgroups 2.1 and 2.2.

2.2.1. The banks having including at least one of the following bases treat subgroup 2.1:

the capital, assets, liquidity or quality of management are estimated as satisfactory, the concentration risk is estimated as acceptable, and the structure of property is recognized transparent or rather transparent;

profitability is estimated as satisfactory;

one of obligatory standard rates is not observed at least (except for the standard rate of sufficiency of own means (capital) of bank (H1.0) on set no more than in 5 operational days during at least one of months of reporting quarter.

2.2.2. The banks having at least one of the bases listed in paragraphs the second and fourth subitem 2.2.1 of this Item which profitability at the same time is estimated as doubtful or unsatisfactory treat subgroup 2.2.

The banks having at least one of the bases for their reference to groups 3 - 5 cannot be carried to group 2.

2.3. The banks having shortcomings of activities which not elimination can lead in the next 12 months to emergence of the situation menacing to legitimate interests of their investors and creditors namely the banks having including at least one of the following bases treat group 3.

2.3.1. The capital, assets, liquidity are estimated as doubtful, or the interest risk is estimated as high, or the concentration risk is estimated as raised or high.

2.3.2. The structure of property is estimated as opaque.

2.3.3. Quality of management is recognized doubtful.

2.3.4. One of obligatory standard rates is not observed at least (except for the standard rate of sufficiency of own means (capital) of bank (H1.0) on set for 6 and more operational days during at least one of months of reporting quarter.

2.3.5. Restrictions for implementation of separate transactions and (or) restriction for the size of interest rate which the credit institution determines in bank deposit agreements with physical persons, and (or) prohibitions on implementation of the separate banking activities provided by the license for banking operations, and (or) prohibition on opening of branches are effective.

The banks having at least one of the bases for their reference to groups 4 - 5 cannot be carried to group 3.

2.4. Banks which violations in activities create real threat to interests of their investors and creditors whose elimination assumes implementation of measures from governing bodies and shareholders (participants) of bank, namely the banks having including at least one of the following bases treat group 4.

2.4.1. The capital, assets or liquidity are estimated as unsatisfactory.

2.4.2. Quality of management is estimated as unsatisfactory.

2.4.3. The standard rate of sufficiency of own means (capital) of bank is not observed (H1.0) on set no more than in 5 operational days during at least one of months of reporting quarter.

The banks having at least one of the bases for their reference to group 5 cannot be carried to group 4.

2.5. Banks which condition in case of rejection died governing bodies and (or) shareholders (participants) of bank treat group 5 will lead to the termination of activities of these banks in the market of banking services, namely the banks having including at least one of the following bases.

2.5.1. The basis for implementation of the measures for the prevention of insolvency (bankruptcy) provided by paragraph 4.1 of Chapter IX of the Federal Law "About Insolvency (Bankruptcy)" irrespective of whether corrective actions on these bases are taken concerning bank.

2.5.2. Ground for revocation of the license for banking operations.

Chapter 3. Assessment of the capital, assets, profitability, liquidity, interest risk and concentration risk of bank

3.1. Assessment of the capital is performed by results of estimates of indicators of capital adequacy and indicator of quality evaluation of the capital (further - group of indicators of assessment of the capital) bank.

3.1.1. Indicators of capital adequacy include indicator of sufficiency of own means (capital) (the PK1), indicator of sufficiency of the basic capital (the PK3) and indicator of sufficiency of fixed capital (the PK4).

3.1.1.1. For banks with the universal license indicator of sufficiency of own means (capital) (the PK1) represents the actual value of the obligatory standard rate H1.0 calculated according to the Instruction of the Bank of Russia No. 180-I "The standard rate of sufficiency of own means (capital) of bank" of form of the reporting 0409135 "Information on obligatory standard rates and on other indicators of activities of credit institution" (further - form 0409135), established by appendix 1 to the Instruction of the Bank of Russia of October 8, 2018 No. 4927-U "About the list, forms and procedure for creation and representation of forms of the reporting of credit institutions in the Central bank of the Russian Federation", to No. 52992 registered by the Ministry of Justice of the Russian Federation on December 13, 2018 (further - the Instruction of the Bank of Russia No. 4927-U).

For banks with the basic license the indicator of PK1 represents the actual value of the obligatory standard rate H1.0 calculated according to the Instruction of the Bank of Russia No. 183-I "The standard rate of sufficiency of own means (capital) of bank" of form 0409135.

3.1.1.2. For banks with the universal license indicator of sufficiency of the basic capital (the PK3) represents the actual value of the obligatory standard rate H1.1 calculated according to the Instruction of the Bank of Russia No. 180-I "The standard rate of sufficiency of the basic capital of bank" of form 0409135.

For banks the indicator of PK3 is not calculated with the basic license and does not join in calculation of the generalizing result on group of indicators of assessment of the capital.

3.1.1.3. For banks with the universal license indicator of sufficiency of fixed capital (the PK4) represents the actual value of the obligatory standard rate H1.2 calculated according to the Instruction of the Bank of Russia No. 180-I "The standard rate of sufficiency of fixed capital of bank" of form 0409135.

For banks with the basic license the indicator of PK4 represents the actual value of the obligatory standard rate H1.2 calculated according to the Instruction of the Bank of Russia No. 183-I "The standard rate of sufficiency of fixed capital of bank" of form 0409135.

3.1.2. Capital quality evaluation indicator (the PK2) is determined as percentage of own means (capital) to assets of bank which amount does not join the assets having zero coefficient of risk on formula:

Формула 3-1-2 к Указанию ЦБ РФ от 03.04.2017 г. №4336-У

where:

To - own means (capital) of bank determined according to the Provision of the Bank of Russia of July 4, 2018 No. 646-P "About technique of determination of own means (capital) of credit institutions ("Basel III")", the registered Ministry of Justice of the Russian Federation on September 10, 2018 No. 52122, on December 19, 2018 No. 53064. Represent measure value "Own means (capital), total" forms of the reporting 0409123 "Calculation of own means (capital) ("Basel III")", established by appendix 1 to the Instruction of the Bank of Russia No. 4927-U;

And - assets. Represent measure value "All assets of" form 0409806 "The balance sheet (the published form)", established by appendix 1 to the Instruction of the Bank of Russia No. 4927-U (further - form 0409806) (any indicator of form 0409806 is determined according to the Razrabotochny table for creation of the balance sheet (the published form) of Item 3 of the Procedure for creation and submission of the reporting under form 0409806 "Balance sheet (the published form)"). The indicator "All assets" for indicator And is determined without taking into account:

the adjustments increasing (reducing) cost of the provided (placed) money, the acquired rights to claim in case of initial recognition, and also in case of the subsequent value assessment of the specified financial assets;

the adjustments increasing (reducing) cost debt securities;

the revaluation increasing (reducing) the cost of equity securities, reflected in case of initial recognition of securities;

the revaluation increasing (reducing) cost of the monetary claims and requirements following from the transactions with financial instruments recognized by loans according to appendix 1 to the Provision of the Bank of Russia of June 28, 2017 No. 590-P "About procedure for forming by credit institutions of reserves on possible losses according to loans, the loan and equated to it debt", to No. registered by the Ministry of Justice of the Russian Federation on July 12, 2017 47384, on October 3, 2018 No. 52308, on December 19, 2018 No. 53053 (further - the Provision of the Bank of Russia No. 590-P);

adjustments of the created reserve on possible losses to the provision amount under the expected credit losses;

Arisk0 - the cumulative size of the assets having zero coefficient of risk. Represents measure value of Arisk0 of form 0409135, calculated according to the Instruction of the Bank of Russia No. 180-I.

3.1.3. For assessment of the capital of bank the generalizing result on group of indicators of assessment of the capital (RGK) which represents the average weighed measure value, determined according to subitems 3.1.1 and 3.1.2 of this Item is calculated. Calculation of the generalizing result is made on formula:

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